Reference : Suppose stock J have a expected return of 15 and stock K have a expected return of 11 and Stock J have a standard deviation of 20 and...

Reference : Suppose stock J have a expected return of 15 and stock K have a expected return of 11 and Stock J have a standard deviation of 20 and stock K have a standard deviation of 14.

Question : Find composition (weights of J and K) of a portfolio that would have standard deviation of 17%.

Graph: Then, plot a combination line (on the sigma- expected return plane) for stocks J and K that contains all of the portfolios made of the two stocks. Label the axes, show all of the key points on the plot.